+296.0%
GDX vs FISV
+3.1%
+292.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.7% |
| 7D | -2.2% | -2.7% | +0.5% | -2.0% |
| 30D | +6.8% | 0.0% | +6.7% | +6.7% |
| 3M | +24.9% | -2.8% | +27.7% | +24.8% |
| 6M | -4.2% | -11.8% | +7.6% | -3.6% |
| YTD | +13.2% | -23.2% | +36.4% | +15.4% |
| 1Y | +40.2% | -62.0% | +102.2% | +52.1% |
| 3Y | +249.6% | -57.6% | +307.2% | +263.5% |
| 5Y | +230.4% | -53.4% | +283.8% | +233.9% |
| All | +296.0% | +3.1% | +292.8% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling